Neither Plato nor Xenophon describe Socrates as someone who fails to acknowledge the gods that the city acknowledges. Even in Plato, any criticism of the traditional Greek religion is veiled, while in Xenophon Socrates' religious views are completely orthodox.

On why Socrates didn't choose exile, what Plato has Socrates say in Crito makes it sound like he thought fleeing would be harming the city. But I'm not sure that Socrates really makes a compelling case for why fleeing is bad anywhere in Plato's account. In Xenophon's version of the trial, Socrates also seems to think that a 70 year old only has a few more years of declining health left anyway, so it's silly to go to any effort for such a meager "reward."